Access Statistics for Carlos Velasco

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A distribution-free transform of the residuals sample autocorrelations with application to model checking 1 1 1 39 1 2 8 145
A new class of distribution-free tests for time series models specification 0 1 2 47 0 1 5 106
A new class of distribution-free tests for time series models specification 0 0 0 76 0 0 4 178
A simple and general test for white noise 0 2 14 1,122 1 6 46 3,867
A wald test for the cointegration rank in nonstationary fractional systems 0 0 0 74 0 1 3 267
Autocorrelation-Robust Inference - (Now published in 'Handbook of Statistics', vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.) 0 0 0 0 0 0 7 28
Class Attendance and Academic Performance among Spanish Economics Students 0 1 3 125 0 2 11 734
Delayed Overshooting: It's an 80s Puzzle 0 0 0 6 1 1 15 49
Delayed Overshooting: It’s an 80s Puzzle 0 1 5 86 3 11 37 233
Distribution Free Goodness-of-Fit Tests for Linear Processes 0 0 0 2 2 2 4 21
Distribution free goodness-of-fit tests for linear processes 0 0 0 2 0 0 1 20
Distribution-free Tests of Fractional Cointegration 0 1 1 98 0 1 7 240
Do Foreign Excess Return Regressions Convey Valid Information? 0 0 0 19 0 0 2 85
Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in Economic Theory, 17 (2001), pp.497-539 0 0 0 1 0 0 1 14
Edgeworth expansions for spectral density estimates and studentized sample mean 0 0 0 2 0 1 4 24
Edgeworth expansions for spectral density estimates and studentized sample mean 0 0 0 2 0 0 2 33
Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects 0 0 0 1 0 0 1 17
Efficient inference on fractionally integrated panel data models with fixed effects 0 0 0 2 2 2 2 23
Efficient inference on fractionally integrated panel data models with fixed effects 0 0 0 13 0 0 5 28
Efficient wald tests for fractional unit roots 0 0 2 150 1 2 8 329
Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence 0 0 1 46 1 1 7 74
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 0 0 1 248
Fractional Cointegration Rank Estimation 0 0 0 32 0 0 0 53
Fractional cointegration rank estimation 0 0 0 48 0 0 2 138
Gaussian semiparametric estimation of non-stationary time series 0 0 0 1 1 2 7 18
Generalized spectral tests for the martingale difference hypothesis 0 1 2 12 0 3 10 40
Inference on trending panel data 0 1 6 6 0 2 8 8
LM tests for joint breaks in the dynamics and level of a long-memory time series 0 0 0 0 2 3 3 3
Local cross validation for spectrum bandwidth choice 0 0 0 0 0 0 1 6
Model Adequacy Checks for Discrete Choice Dynamic Models 0 0 0 109 0 1 5 264
Model Adequacy Checks for Discrete Choice Dynamic Models 0 0 0 1 0 0 4 7
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models 0 0 0 40 0 2 12 35
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models 0 1 1 78 1 4 8 149
Non-Gaussian log-periodogram regression 0 0 1 1 0 0 4 26
Non-stationary log-periodogram regression 0 0 0 0 0 1 6 19
On the Properties of Regression Tests of Asset Return Predictability 0 0 0 74 1 1 4 144
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 1 264
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects 1 1 2 41 1 1 5 23
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 10 0 0 10 106
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 0 2 2
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 1 3 3
Residual log-periodogram inference for long-run relationships 0 0 0 0 0 0 3 3
Specification Tests of Parametric Dynamic Conditional Quantiles 0 0 1 2 0 0 6 9
Specification tests of parametric dynamic conditional quantiles 0 0 0 3 0 1 8 40
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions 1 2 4 110 2 4 12 403
Tests for m-dependence Based on Sample Splitting Methods 1 1 3 47 1 2 9 132
The Forward Discount Puzzle: Identi cation of Economic Assumptions 0 0 0 28 1 3 7 130
Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.) 0 0 1 8 0 0 4 24
Whittle pseudo-maximum likelihood estimation for nonstationary time series 0 0 2 16 0 0 9 57
Total Working Papers 4 14 52 2,683 22 64 334 8,869


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS 0 0 1 4 0 0 3 35
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 1 40 2 3 7 113
A Wald test for the cointegration rank in nonstationary fractional systems 1 1 2 62 2 2 5 245
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking 0 0 0 14 0 0 4 69
BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL 0 0 0 10 0 1 3 64
Comments on: A review on empirical likelihood methods for regression 0 0 0 9 0 0 0 46
Comments on: Model-free model-fitting and predictive distributions 0 0 0 0 0 0 5 23
Comments on: Subsampling weakly dependent time series and application to extremes 0 0 0 4 0 0 3 31
Consistent Testing of Cointegrating Relationships 0 0 1 142 1 2 8 441
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION 0 1 2 22 1 3 6 84
Delayed Overshooting: Is It an '80s Puzzle? 0 0 3 19 1 6 31 148
Distribution-free specification tests for dynamic linear models 0 0 0 23 0 0 3 157
Distribution-free tests for time series models specification 0 0 1 21 0 1 4 83
EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN 0 0 0 10 1 2 5 39
ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS 0 0 4 4 0 2 8 8
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 1 0 1 3 21
Efficient Wald Tests for Fractional Unit Roots 0 0 2 143 1 3 9 424
Efficient inference on fractionally integrated panel data models with fixed effects 0 0 0 9 0 1 2 59
Estimation of fractionally integrated panels with fixed effects and cross-section dependence 0 0 2 8 1 2 6 40
Fractional Cointegration Rank Estimation 0 0 0 5 1 1 1 30
Fractional cointegration in the presence of linear trends 0 0 0 33 0 0 2 72
Gaussian Semiparametric Estimation of Non‐stationary Time Series 0 0 0 0 0 1 1 7
Gaussian Semi‐parametric Estimation of Fractional Cointegration 0 0 0 62 0 0 1 189
Generalized spectral tests for the martingale difference hypothesis 1 2 5 152 3 4 18 392
Inference on trending panel data 1 1 1 2 1 1 3 19
Lecture Attendance, Study Time, and Academic Performance: A Panel Data Study 0 0 0 7 2 5 17 49
Local Cross‐validation for Spectrum Bandwidth Choice 0 0 0 0 0 0 3 3
Long Memory in Stock-Market Trading Volume 0 0 0 0 1 2 14 1,176
NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION 0 0 0 25 0 0 2 89
New goodness-of-fit diagnostics for conditional discrete response models 0 0 0 6 1 3 7 52
Non-stationary log-periodogram regression 1 1 1 127 1 2 7 329
On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios 0 0 0 8 0 1 2 40
On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios 0 0 0 0 0 0 3 6
Optimal Fractional Dickey-Fuller tests 0 0 1 86 0 0 4 425
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects 0 0 2 2 0 3 10 19
Power comparison among tests for fractional unit roots 0 0 0 30 0 0 2 70
Recursive lower and dual upper bounds for Bermudan-style options 0 0 0 0 0 0 0 0
Residual log-periodogram inference for long-run relationships 0 0 0 104 0 1 10 363
Sign tests for long-memory time series 0 0 0 82 0 0 1 198
Specification tests of parametric dynamic conditional quantiles 0 0 8 59 0 1 18 153
Testing the martingale difference hypothesis using integrated regression functions 0 0 1 51 0 0 4 114
Tests for m-dependence based on sample splitting methods 0 0 0 28 1 1 1 142
The Periodogram of fractional processes1 0 0 0 26 2 2 4 67
The optimal method for pricing Bermudan options by simulation 0 0 0 1 0 1 3 14
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 0 0 1 181
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 0 0 40 0 0 1 192
Total Journal Articles 4 6 38 1,533 23 58 255 6,521


Statistics updated 2021-01-03